Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 646.072059 661.704432 677.081949 693.342882 710.045170 726.696132 744.546905
2026-01-18 624.716756 647.685473 670.586904 695.133599 720.697389 746.534659 774.622019
2026-01-25 611.298825 639.493556 667.887008 698.626020 730.968373 763.991766 800.265601
2026-02-01 599.877389 632.221180 665.062294 700.912215 738.954416 778.128765 821.533156
2026-02-08 590.408176 626.279091 662.964079 703.300980 746.424507 791.163057 841.110867
2026-02-15 581.347231 620.248852 660.290136 704.604387 752.298197 802.110714 858.105950
2026-02-22 573.439644 615.059942 658.152493 706.128346 758.081099 812.676725 874.437266
2026-03-01 565.782259 609.824736 655.674184 707.001612 762.901319 821.981441 889.208456
2026-03-08 558.043583 604.235426 652.567396 706.953393 766.500564 829.773455 902.168762
2026-03-15 552.201257 600.500871 651.282293 708.704619 771.895368 839.382565 917.005624
2026-03-22 545.508167 595.644749 648.597463 708.751977 775.266788 846.647011 929.156376
2026-03-29 540.710775 592.721083 647.892938 710.847150 780.778951 856.175215 943.745166
2026-04-05 536.849294 590.731663 648.132497 713.913792 787.314783 866.810543 959.574929
2026-04-12 532.357361 587.924592 647.361213 715.758071 792.406768 875.781492 973.510581
2026-04-19 529.360632 586.684838 648.243202 719.367417 799.407122 886.839879 989.775945
2026-04-26 525.682222 584.587159 648.083070 721.730245 804.943740 896.214714 1004.124443
2026-05-03 522.266555 582.698603 648.080061 724.199118 810.542412 905.621832 1018.496791
2026-05-10 518.252343 580.050875 647.147453 725.546249 814.811578 913.485188 1031.092958
2026-05-17 514.562058 577.693288 646.472809 727.121344 819.286261 921.545474 1043.899878
2026-05-24 510.572753 574.922395 645.263062 728.023919 822.940449 928.634320 1055.575132
2026-05-31 506.099526 571.527022 643.276499 727.974082 825.447729 934.370425 1065.667686
2026-06-07 502.998822 569.641302 642.955951 729.784096 830.051584 942.486052 1078.507770
2026-06-14 498.866516 566.509234 641.152617 729.833044 832.577561 948.176605 1088.516676